I agree about the checkpoint, those game can be hellish.
Still, GTA4 was a cake walk compared to VC and San Andreas (GTA3 was relatively easy, too).
I gave up on GTA4 pretty early into the middle island when you have to follow a train that cut through streets overhead while driving a car that could not so there's no clear route. Some of the mission design in GTA is so annoying.
GTA4 was driving me nuts too, but when i replayed it all "recently" (recently being, like 5 years ago) i noticed that most chase missions seem to be super rubber banded.
There was this mission that in the first playthrough drove me nuts, where you have to chase an Albanian on a bike.
It's particularly annoying because of course on bikes, every bump makes you fall (and lose, essentially), so the first time around i tried to go as fast as i could, avoiding every scripted bullshit the game throws your way, it was a PITA, because this guy was Speedy Gonzales.
Then in the replay, i tried, for lulz, to go as slow as possible, and noticed he was doing the same route, with the same scripted events (trucks cutting in etc) but he was going much slower.
I didn't do much scientific testing, but once i noticed this, every chase became a breeze, i just went moderately fast trying not to hit shit as my main concern.
I'm not sure if it's placebo and somehow i became a God in the mean time (doubtful) or if the game is rubber-banded to hell (more likely).
